CholeskyDecomposition
cern.colt.matrix.linalg

Class CholeskyDecomposition

  • All Implemented Interfaces:
    Serializable


    public class CholeskyDecompositionextends Objectimplements Serializable
    For a symmetric, positive definite matrix A, the Cholesky decompositionis a lower triangular matrix L so that A = L*L';If the matrix is not symmetric or positive definite, the constructorreturns a partial decomposition and sets an internal flag that maybe queried by the isSymmetricPositiveDefinite() method.
    See Also:
    Serialized Form
    • Constructor Detail

      • CholeskyDecomposition

        public CholeskyDecomposition(DoubleMatrix2D A)
        Constructs and returns a new Cholesky decomposition object for a symmetric and positive definite matrix; The decomposed matrices can be retrieved via instance methods of the returned decomposition object.
        Parameters:
        A - Square, symmetric matrix.
        Throws:
        IllegalArgumentException - if A is not square.
    • Method Detail

      • getL

        public DoubleMatrix2D getL()
        Returns the triangular factor, L.
        Returns:
        L
      • isSymmetricPositiveDefinite

        public boolean isSymmetricPositiveDefinite()
        Returns whether the matrix A is symmetric and positive definite.
        Returns:
        true if A is symmetric and positive definite; false otherwise
      • toString

        public String toString()
        Returns a String with (propertyName, propertyValue) pairs.Useful for debugging or to quickly get the rough picture.For example,
        rank          : 3trace         : 0
        Overrides:
        toString in class Object

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